+200.1%
USO vs IOT
+54.1%
+145.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -4.5% | +13.6% | +9.2% |
| 30D | +21.7% | -2.4% | +24.1% | +21.7% |
| 3M | +20.2% | +19.0% | +1.3% | +19.3% |
| 6M | +43.4% | +19.6% | +23.7% | +42.1% |
| YTD | +124.0% | +8.3% | +115.7% | +122.0% |
| 1Y | +112.2% | -0.8% | +113.0% | +110.8% |
| 3Y | +97.7% | +24.4% | +73.2% | +95.0% |
| All | +200.1% | +54.1% | +145.9% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling